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Eaton Vance Atlanta Capital Large-Cap I (EILGX)
On
Dec 1
:
8.58
0.05
(0.59%)
MORE ON EILGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.39%
Worst 1 Yr Total Return
(2008)
:
-36.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EILGX
Category
Alpha (against Standard Index)
4.09
2.45
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-3.37
-0.24
R-squared (against Standard Index)
95
88.47
Standard Deviation
20.27
20.84
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.70
N/A
5 Years
Statistic
EILGX
Category
Alpha (against Standard Index)
0.98
0.94
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.24
0.21
R-squared (against Standard Index)
95
86.37
Standard Deviation
16.41
17.46
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.77
N/A
10 Years
Statistic
EILGX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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